On the equilibrium of insider trading under information acquisition with long memory
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Publication:6175331
DOI10.3934/JIMO.2022255OpenAlexW4313051398MaRDI QIDQ6175331
Publication date: 21 July 2023
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2022255
Fractional processes, including fractional Brownian motion (60G22) Financial applications of other theories (91G80) Financial markets (91G15)
Cites Work
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